-3.1%
BAC vs CAG
-5.9%
+2.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | +2.1% | +6.6% | -4.6% | +2.0% |
| 30D | -6.7% | +13.9% | -20.6% | -6.6% |
| 3M | -20.2% | +4.0% | -24.3% | -20.3% |
| 6M | -0.2% | +10.0% | -10.2% | -0.5% |
| YTD | -6.4% | -6.1% | -0.2% | -8.8% |
| 1Y | -3.1% | -4.3% | +1.2% | -6.5% |
| All | -3.1% | -5.9% | +2.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling